+20.1%
KDP vs PEG
-6.5%
+26.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | +9.5% | -2.6% | +12.1% | +10.4% |
| 3M | +2.6% | -7.6% | +10.3% | +5.4% |
| 6M | +15.6% | -12.2% | +27.8% | +19.8% |
| YTD | +17.3% | -8.1% | +25.4% | +20.9% |
| 1Y | +20.1% | -7.0% | +27.1% | +24.0% |
| All | +20.1% | -6.5% | +26.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling